talib中的MACD指标用法总结【TA-lib的macd返回值的含义】

柔情只为你懂 2021-08-19 18:59 1678阅读 0赞

官方文档：[https://mrjbq7.github.io/ta-lib/func\_groups/momentum\_indicators.html][https_mrjbq7.github.io_ta-lib_func_groups_momentum_indicators.html]

参考1 [https://blog.csdn.net/faiy0000/article/details/79977491][https_blog.csdn.net_faiy0000_article_details_79977491]

参考2 [https://blog.csdn.net/qq\_37193537/article/details/81103051][https_blog.csdn.net_qq_37193537_article_details_81103051]

import talib
    
    
    class CommonTactics:
        @classmethod
        def talib_MACD(cls, df_close_data, fastperiod=12, slowperiod=26):
            """
                talib官方默认参数 fastperiod=12, slowperiod=26,signalperiod=9
                参数:
                    fastperiod:快线【短周期均线】
                    slowperiod:慢线【长周期均线】
                    signalperiod:计算signalperiod天的macd的EMA均线【默认是9,无需更改】
                返回参数：
                    macd【DIF】 = 12【fastperiod】天EMA - 26【slowperiod】天EMA
                    macdsignal【DEA或DEM】 = 计算macd的signalperiod天的EMA
                    macdhist【MACD柱状线】 = macd - macdsignal
            """
            macd, macdsignal, macdhist = getattr(talib, "MACD")(
                df_close_data, fastperiod=fastperiod, slowperiod=slowperiod, signalperiod=9)
            return macd, macdsignal, macdhist

[https_mrjbq7.github.io_ta-lib_func_groups_momentum_indicators.html]: https://mrjbq7.github.io/ta-lib/func_groups/momentum_indicators.html
[https_blog.csdn.net_faiy0000_article_details_79977491]: https://blog.csdn.net/faiy0000/article/details/79977491
[https_blog.csdn.net_qq_37193537_article_details_81103051]: https://blog.csdn.net/qq_37193537/article/details/81103051